Weak' trends for inference and forecasting in finite samples

This paper studies the small sample properties of processes which exhibit both a stochastic and a deterministic trend. Whereas for estimation, inference and forecasting purposes the latter asymptotically dominates the former, it is not so when only a finite number of observations is available and la...

সম্পূর্ণ বিবরণ

গ্রন্থ-পঞ্জীর বিবরন
প্রধান লেখক: Chevillon, G
বিন্যাস: Working paper
প্রকাশিত: University of Oxford 2004

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